Events & seminars
The list of upcoming and previous research events and seminars run by the Finance at the ICMA Centre staff at Henley Business School.
Upcoming events
Academic Year 2024/2025
| Date | Speaker | University | Paper Title |
|---|---|---|---|
| January 22, 2025 | Stefano Giglio | Yale University | Biodiversity Risk |
| February 12, 2025 | Enrico Onali | Bristol University | |
| February 19, 2025 | Anastasiya Shamshur | King's College London | Modelling facility-level emissions data in corporate finance: A cautionary tale |
| February 26, 2025 | Ruijun Bu | Liverpool University | Nonparametric estimation of large spot volatility matrices for high-frequency financial data |
| March 5, 2025 | Christopher Pelger | University of Passau | Constructing users of sustainability reporting – The case of the IFRS Sustainability Disclosure Standards |
| March 26, 2025 | Lakshmanan Shivakumar | London Business School | |
| March 26, 2025 | Claudia Custodio | Imperial College London | Credit Access and Market Access: Evidence from a Portuguese Credit Guarantee Scheme |
| April 23, 2025 | Jennifer Castle | Oxford University | |
| April 30, 2025 | Fahad Saleh | Florida University | An economic model of the L1-L2 interaction |
| May 7, 2025 | Monika Tarsalewska | Exeter University | |
| May 14, 2025 | Patrick Gagliardini | Universita' della Svizzera Italiana (USI) | |
| May 21, 2025 | Fabio Braggion | Tilburg University |
Academic year 2024/25
| Date | Speaker | University | Paper title |
|---|---|---|---|
| October 2, 2024 | Radu Tunaru | Henley Business School, University of Reading | Model risk and regulation: Reconciling theory and practice |
| October 9, 2024 | Chendi Zhang | University of Exeter Business School | Temperature sensitivity, mispricing, and predictable returns |
| October 16, 2024 | Philippe Mueller | Warwick Business School | Uncovered interest parity in high frequency |
| October 23, 2024 | Juanita Gonzalez-Uribe | London School of Politics and Economics | Startup employees’ career paths: Evidence from business accelerators |
| October 30, 2024 | Ana Beatriz Galvao | Bloomberg Economics / CEPR | Bond risk premia and economic data news |
| November 13, 2024 | Davide Avino | Liverpool University | Climate change uncertainty, interest rates and corporate investment |
| November 20, 2024 | Vesa Pursiainen | University of St.Gallen | Retail Customer Reactions to Private Equity Acquisitions |
| November 27, 2024 | Maggie Chen | Cardiff University | Can machine learning models better volatility forecasting? A combined method |
| December 4, 2024 | Jana Fidrmuc | Warwick Business School | Shareholder activism: A blessing or affliction for incumbent CEOs? |
| December 11, 2024 | Giota Papadimitri | Southampton University | Collateralized lending: the role of future time reference in languages |
Academic year 2023/24
| Date | Speaker | University | Paper title |
|---|---|---|---|
| October 4, 2023 | Ganesh Viswanath-Natraj | Warwick Business School | Blockchain currency markets |
| October 11, 2023 | Zhenya Liu | EM Normandie | Maximum likelihood estimation and inference on the conditional factor model |
| October 18, 2023 | Renee Adams | Said Business School - Oxford University | Shareholderism around the world: Corporate purpose, culture and law |
| October 25, 2023 | Jungsub Lee | Seoul National University | ESG Lending |
| November 8, 2023 | Oleksandr Talavera | Birmingham University | Vocal communicating with voice emotion: Reciprocal behaviour in manager-analyst interaction. |
| November 15, 2023 | Sumudu Watugala | Kelley School of Business at Indiana University | LTCM redux? Hedge fund Treasury trading and funding fragility |
| November 22, 2023 | Chris Adcock | Sheffield University | Ex-post properties of portfolio betas and other measures of performance and risk |
| November 29, 2023 | Chao Zhang | Oxford University | Graph neural networks for forecasting multivariate realized volatility with spillover effects. |
| December 6, 2023 | Jonathan Karpoff | University of Washington - Foster School of Business | The prevalence and price distorting effects of undetected financial misrepresentation: Empirical evidence |
| January 17, 2024 | Shuyuan Qi | Central University of Finance and Economics | Limit-hitting exciting effects: Modelling jump dependencies in stock markets adhering to daily price-limit rules |
| January 24, 2024 | Lei Zhao | ESCP Business School | A market-level tug of war: Asset pricing on ... days |
| January 31, 2024 | Evangelos Vagenas-Nanos | Glasgow University | The dynamics of entrepreneurial firm exit choice and the IPO valuation premium: Theory and evidence |
| February 7, 2024 | Peter Zimmerman | Federal Reserve Bank of Cleveland | Flash loans: Lending without trust, collateral, or risk |
| February 14, 2024 | Douglas Cumming | Florida Alantic University | Stock market manipulation and corporate venture capital investments |
| February 21, 2024 | Amit Goyal | Lausanne University - Swiss Finance Institute | Picking partners: Manager selection in private markets |
| February 28, 2024 | Felix Irresberger | Durham University | |
| March 6, 2024 | Daniel Rabetti | National University of Singapore | Financial and informational integration through oracle networks |
| March 13, 2024 | Dimitrios Stafylas | University of York | A new measure for investors’ private information |
| March 20, 2024 | Loriana Pellizon | Goethe University and Ca’ Foscari University of Venice | Quantitative easing, the repo market, and the term structure of interest rates |
Academic year 2022/23
| Date | Speaker | University | Paper title |
|---|---|---|---|
| Wednesday 5 October 2022 | Elvira Sojli | University of New South Wales | Measuring advanced manufacturing and process innovation: Applications to productivity and growth |
| Wednesday 12 October 2022 | Sonny Biswas | University of Bristol | Can information imprecision be valuable? The case of credit ratings |
| Wednesday 19 October 2022 | Jedrzej Bialkowski | University of Canterbury | Information quality and return predictability: Evidence from investor sentiment and the variance risk premium |
| Wednesday 26 October 2022 | Fan Yu | Claremont McKenna College | Bond volatility and CDS auctions |
| Wednesday 2 November 2022 | Oguzhan Cepni | Copenhagen Business School | Geography of housing sentiment: What does the sentiment tell us about future housing returns? |
| Wednesday 9 November 2022 | Jeffrey Wurgler | New York University | Policy uncertainty and green investment |
| Wednesday 16 November 2022 | Qingwei Wang | Cardiff University | These stocks are on fire: The impact of social media on mutual funds’ performance, flows, and trading |
| Wednesday 23 November 2022 | Dong Lou | London School of Politics and Economics | The day destroys the night, night extends the day: A clientele perspective on equity premium variation |
| Wednesday 30 November 2022 | Francesco D'Acunto | Georgetown University | How costly are cultural biases? Evidence from FinTech |
| Wednesday 7 December 2022 | Adriana Breccia | Risk Control Ltd | R&D investment and technological appropriability in a pre-emption model |
| Wednesday 18 January 2023 | Sarah Wang | Warwick University | Do financial market developments benefit employees? Evidence from the derivatives markets |
| Wednesday 25 January 2023 | Danny McGowan | Birmingham University | Deposit competition and securitization |
| Wednesday 8 February 2023 | Michael Goldstein | Babson College | Do firms set pension discount rates strategically? |
| Wednesday 22 February 2023 | Jesse Wang | Lancaster University | Does greater public scrutiny hurt a firm's performance? |
| Wednesday 1 March 2023 | Antje Berndt | Australian National University | Risk aversion in corporate bond markets |
| Wednesday 15 March 2023 | Emmanouil Platanakis | Bath University | A model-based commodity risk measure on commodity and stock market returns |
| Wednesday 22 March 2023 | Nan Yang | Hong Kong Polytechnic University | Betting on bond ratings disagreement |
| Wednesday 26 April 2023 | Ding Chen | Sussex University | Market risk and/or credit risk: Another look at the variance risk premium |
| Wednesday 3 May 2023 | Omrane Guedhami | University of South Carolina | Do as I say, not as I do: Tax avoidance by state-owned firms |
| Wednesday 10 May 2023 | Dennis Philip | Durham University | When prejudice hits home: Racial hate crimes and mortgage credit demand |
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